+1,644.6%
ASML vs CG
+359.8%
+1,284.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +5.0% |
| 7D | +1.1% | -4.3% | +5.4% | +3.3% |
| 30D | +2.2% | -5.1% | +7.3% | +4.5% |
| 3M | -2.3% | +8.7% | -11.0% | -7.1% |
| 6M | +23.0% | -9.2% | +32.2% | +27.8% |
| YTD | +61.1% | -18.9% | +79.9% | +75.6% |
| 1Y | +129.1% | -25.6% | +154.7% | +159.3% |
| 3Y | +165.4% | +57.3% | +108.1% | +91.4% |
| 5Y | +109.5% | +10.2% | +99.3% | +76.6% |
| All | +1,644.6% | +359.8% | +1,284.8% | +726.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling